## Monte Carlo Methods and Applications

Volume 5, 1999

## Contents

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### Number 1, pp. 1-84

*Hans Babovsky*

On a Monte Carlo scheme for Smoluchowski's coagulation equation

1

*Paul Fischer and Eckhard Platen*

Applications of the balanced method to
stochastic differential equations in filtering

19

*P.S. Rouzankin and A.V. Voytishek*

On the cost of algorithms for random selection

39

*Makoto Mori*

Discrepancy of sequences generated by piecewise monotone maps

55

*C. Ongaro, U. Nastasi and A. Zanini*

Monte Carlo simulation of the photo-neutron production in the high-Z components of radiotherapy linear accelerators

69

### Number 2, pp.85-191

*O. Kurbanmuradov, U. Rannik, K. Sabelfeld and T. Vesala*

Direct and adjoint Monte Carlo algorithms for the footprint problem

85

*I.M. Sobol, B.V. Shukhman and A. Guinzbourg*

On the distribution of random ranges

113

*H. Rief*

Touching on a zero-variance scheme in solving linear equations

135

*Emanouil I. Atanassov and Ivan T. Dimov*

A new optimal Monte Carlo method for calculating integrals of smooth functions

149

*R.l. Perel, J.J. Wagschal and Y. Yeivin*

Monte Carlo calculation of deep penetration benchmark sensitivities

169

### Number 3, pp.193-285

*N. Golyandina and V. Nekrutkin*

Homogeneous balance equations for measures: Errors of the stochastic
solutions

193

*S.V. Rogasinski*

Solution of Stationary boundary value problems for the Boltzmann
equation by the Monte Carlo method

263

Monte Carlo 2000: International Conference on Monte Carlo and
Probabilistic Methods for Partial Differential Equations.
First Announcement

281

### Number 4, pp.287-378

*Flavius Guias*

A direct simulation method for the coagulation-fragmentation
equations with multiplicative coagulation kernels

287

*W. Grecksch and V.V. Anh*

Approximation of stochastic Hammerstein integral equation
with fractional Brownian motion input

311

*Peter Mathe*

Numerical integration using Markov chains

325

*Michael Khazen and Arie Dubi*

A note on variance reduction methods in Monte Carlo
applications to systems engineering and reliability

345

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